Mac OS X 10.7 and 10.8 have a feature that will re-open all of the documents that an application had opened when it was last quit. Although this can be turned off, occasionally an application may continue to open documents every time it is launched.

To fix this, on the boot volume navigate to ~/Library/Saved Application State, then trash the saved state folder that corresponds to the application. For example, the folder name for Microsoft Word is